+3,009.1%
TSLA vs ILMN
+59.3%
+2,949.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +1.5% | -6.0% | +7.5% | +4.3% |
| 30D | +3.4% | -23.0% | +26.4% | +13.8% |
| 3M | +17.4% | +10.4% | +7.0% | +10.1% |
| 6M | -12.2% | +49.4% | -61.6% | -28.4% |
| YTD | -13.1% | +62.3% | -75.4% | -33.0% |
| 1Y | -11.1% | +73.7% | -84.8% | -33.5% |
| 3Y | +82.1% | +122.5% | -40.4% | +11.9% |
| 5Y | +10.3% | -43.2% | +53.4% | +24.0% |
| 10Y | +3,009.1% | +59.0% | +2,950.2% | +2,527.8% |
| All | +3,009.1% | +59.3% | +2,949.9% | +2,527.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling